Description

An object giving information about the parameters of the multi-state
model. Used internally during maximum likelihood estimation and
arranging results. Returned as the paramdata component of a
fitted msm model object.

Value

inits

Vector of initial values for distinct parameters which
are being estimated. These have been transformed to the real line
(e.g. by log),
and exclude parameters being fixed at their initial values,
parameters defined to be always fixed (e.g. binomial denominators) and
parameters constrained to equal previous ones.

plabs

Names of parameters in allinits.

allinits

Vector of parameter values before estimation, including
those which are fixed or constrained to equal other parameters, and
transformed to the real line.

hmmpars

fixed

TRUE if all parameters are fixed, FALSE otherwise.

fixedpars

Indices of parameters in allinits which are
fixed, either by definition or as requested by the user in the
fixedpars argument to msm. Excludes parameters
fixed by constraining to equal other parameters.

notfixed

Indices of parameters which are not fixed by the
definition of fixedpars.

optpars

Indices of parameters in allinits being estimated,
thus those included in inits.

auxpars

Indices of "auxiliary" parameters which are always fixed,
for example, binomial denominators (hmmBinom) and the which parameter in
hmmIdent.

constr

Vector of integers, of length npars, indicating
which sets of parameters are constrained to be equal to each other.
If two of these integers are equal the corresponding parameters are
equal. A negative element indicates that parameter is defined to be
minus some other parameter (this is used for covariate effects on
transition intensities).

npars

Total number of parameters, equal to length(allinits).

nfix

Number of fixed parameters, equal to length(fixedpars).

nopt

Number of parameters being estimated, equal to
length(inits) and length(optpars).

ndup

Number of parameters defined as duplicates of previous
parameters by equality constraints (currently unused).

ranges

Matrix of defined ranges for each parameter on the natural scale
(e.g. 0 to infinity for rate parameters).

opt

Object returned by the optimisation routine (such as optim).

foundse

TRUE if standard errors are available after
optimisation. If FALSE the optimisation probably hasn't converged.

lik

Minus twice the log likelihood at the parameter estimates.

deriv

Derivatives of the minus twice log likelihood at the
parameter estimates, if available.

information

Corresponding expected information matrix at the
parameter estimates, if available.

params

Vector of parameter values after maximum likelihood
estimation, corresponding to allinits, still on the real-line
transformed scale.

covmat

Covariance matrix corresponding to params.

ci

Matrix of confidence intervals corresponding to params,
with nominal coverage (default 0.95) defined by the cl argument
of msm.

estimates.t

Vector of parameter estimates, as params but
with parameters on their natural scales.